NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 94.99 94.77 -0.22 -0.2% 94.93
High 95.44 95.21 -0.23 -0.2% 95.80
Low 94.57 93.72 -0.85 -0.9% 93.52
Close 94.83 94.01 -0.82 -0.9% 94.83
Range 0.87 1.49 0.62 71.3% 2.28
ATR 1.48 1.48 0.00 0.0% 0.00
Volume 59,852 23,535 -36,317 -60.7% 251,939
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.78 97.89 94.83
R3 97.29 96.40 94.42
R2 95.80 95.80 94.28
R1 94.91 94.91 94.15 94.61
PP 94.31 94.31 94.31 94.17
S1 93.42 93.42 93.87 93.12
S2 92.82 92.82 93.74
S3 91.33 91.93 93.60
S4 89.84 90.44 93.19
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.56 100.47 96.08
R3 99.28 98.19 95.46
R2 97.00 97.00 95.25
R1 95.91 95.91 95.04 95.32
PP 94.72 94.72 94.72 94.42
S1 93.63 93.63 94.62 93.04
S2 92.44 92.44 94.41
S3 90.16 91.35 94.20
S4 87.88 89.07 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.69 93.52 2.17 2.3% 1.56 1.7% 23% False False 49,896
10 95.87 93.52 2.35 2.5% 1.48 1.6% 21% False False 42,217
20 100.08 93.52 6.56 7.0% 1.42 1.5% 7% False False 41,276
40 102.52 93.52 9.00 9.6% 1.46 1.6% 5% False False 34,538
60 106.22 93.52 12.70 13.5% 1.55 1.6% 4% False False 27,401
80 106.22 93.52 12.70 13.5% 1.46 1.6% 4% False False 22,813
100 106.22 92.82 13.40 14.3% 1.38 1.5% 9% False False 20,271
120 106.22 90.05 16.17 17.2% 1.36 1.4% 24% False False 17,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 99.11
1.618 97.62
1.000 96.70
0.618 96.13
HIGH 95.21
0.618 94.64
0.500 94.47
0.382 94.29
LOW 93.72
0.618 92.80
1.000 92.23
1.618 91.31
2.618 89.82
4.250 87.39
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 94.47 94.48
PP 94.31 94.32
S1 94.16 94.17

These figures are updated between 7pm and 10pm EST after a trading day.

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